Approximations of functional integrals with respect to measures generated by solutions of stochastic differential equations (Q4655048)
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scientific article; zbMATH DE number 2143459
Language | Label | Description | Also known as |
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English | Approximations of functional integrals with respect to measures generated by solutions of stochastic differential equations |
scientific article; zbMATH DE number 2143459 |
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Approximations of functional integrals with respect to measures generated by solutions of stochastic differential equations (English)
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10 March 2005
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nonlinear functionals
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stochastic differential equations
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functional integral representation
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mathematical expectations
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